Small or micro sized probe structures comprising a tip portion for making contact (i.e., probing) an object are known. For example, such probe structures can be used with other equipment to test an electronic device, such as one or more semiconductor dies. Tips of the probes can be pressed against input and/or output terminals of the electronic device to make electrical connections with the electronic device. Test data can then be input through ones of the probes into the electronic device, and response data generated by the electronic device can be read from the electronic device through others of the probes. Embodiments of the present invention relate to improved methods of making probes, and some embodiments relate in particular to methods of making probes with one or more integrally formed electronic components. Embodiments of the present invention also relate to locating an electronic component in close proximity to a contact tip of a probe.